Paper Type |
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Research Paper |
Title |
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Power of Tests for Overdispersion Parameter in Negative Binomial Regression Model |
Country |
: |
India |
Authors |
: |
Dejen Tesfaw Molla || B. Muniswamy |
 |
: |
10.9790/5728-0142936  |
Abstract : In this paper we focus on a negative binomial (NB) regression model to take account of overdispersion in Poisson counts. Moreover, we present the power of score test for testing the overdispersion parameter in the negative binomial regression model. The power of the proposed score test was compared with the LRT and Wald test via Monte Carlo simulation technique using SAS 9.2 software. The application of the test was shown using two real datasets such as using numerical illustration and real datasets.
Keywords- Count data, Negative binomial regression, Overdispersion, Score test
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